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Bitcoin Radar · Bitcoin cycle · as of 01 Nov 2026 close

Bitcoin 200-week SMA: 1.16x Between 1x and 2x

Close relative to the 200-week (1400-day) simple moving average, the classic Bitcoin floor model. This page shows the 1 week, 1 month and 3 months after every initial trigger for every 200-week SMA trigger signal since 17 Jun 2015.

Close / 200-week SMA
1.16x
BTC close
$78,233
Active signal
Between 1x and 2x
Median next 1 week
+1.0%
Median next 1 month
+0.5%
Median next 3 months
-1.0%

What is the 200-Week Moving Average?

The 200-week moving average, computed here as the 1400-day SMA of daily closes, has acted as Bitcoin's long-term floor: the price has only briefly closed below it at major cycle lows.

Formula. SMA(1400 days) = mean of the last 1400 daily closes (200 weeks). Ratio = Close / SMA(1400).

How to read it

  • Below 1x: extremely rare, historically near cycle bottoms.
  • 1x to 2x: recovery and early cycle.
  • Above 4x: late-cycle extension.

Why it matters for Bitcoin

Because it needs 1400 days of data, statistics start in 2015. The below-1x row is the direct test of the "200-week floor" thesis.

Signals tracked on this page

As of the 01 Nov 2026 daily close, Bitcoin's 200-Week Moving Average reads 1.16x, which is the "Between 1x and 2x" signal. Since 17 Jun 2015, across 58 times this signal turned on, Bitcoin's median return over the next 30 days was +0.5% (mean +1.8%, 53% positive) versus an unconditional baseline median of +2.9%. Over 1 week the median was +1.0% and over 3 months -1.0%.

Bitcoin forward returns after each 200-week SMA trigger signal

Median close-to-close return after the first daily close where the signal turned on (trigger). Hover or tap a cell for the mean, win rate and edge versus the unconditional baseline. Click a signal for its dedicated page with recent occurrences.

Bitcoin forward returns after each 200-week SMA trigger signal (first daily close after the condition turned on, close-to-close, Bitstamp daily closes). Median return; hover for mean, win rate and edge versus baseline.
Signal Reading Median 1 weekMedian 1 monthMedian 3 months
Close below the 200-week SMA Bullish First daily close under the 200-week SMA. +2.4%n=26 · 73% win +4.2%n=26 · 77% win +34.4%n=25 · 80% win
Between 1x and 2x active Neutral First daily close with price entering 1x to 2x the 200-week SMA. +1.0%n=58 · 57% win +0.5%n=58 · 53% win -1.0%n=56 · 46% win
Between 2x and 4x Neutral First daily close with price entering 2x to 4x the 200-week SMA. +1.4%n=40 · 57% win -1.2%n=40 · 42% win -5.8%n=40 · 40% win
Above 4x Bearish First daily close with price at or above 4x the 200-week SMA. +9.1%n=9 · 78% win +17.7%n=9 · 78% win +61.1%n=9 · 67% win
Baseline: all Bitcoin daily closes Unconditional median over the same horizons. +0.7%n=5513 · 55% win +2.9%n=5490 · 57% win +10.0%n=5430 · 60% win

Bitcoin price with 200-week SMA (last 2 years)

Interactive chart requires JavaScript. All statistics are in the tables on this page.

Distribution of outcomes after "Between 1x and 2x"

Histogram of Bitcoin's forward returns for the active signal, one panel per horizon. The vertical axis is the number of triggers; the horizontal axis is close-to-close return, compressed so large outliers do not hide the typical range. Bars left of zero are losses, right are gains.

1 week

Count

Forward return (compressed scale)

1 month

Count

Forward return (compressed scale)

3 months

Count

Forward return (compressed scale)

Summary statistics for "Between 1x and 2x" trigger signals (first close after the condition turned on).
HorizonnMedianMeanWin rateBestWorstBaselineEdge
1 week58+1.0%+1.9%57%+22.5%-18.9%+0.7%+0.3%
1 month58+0.5%+1.8%53%+32.8%-42.9%+2.9%-2.5%
3 months56-1.0%+9.9%46%+79.6%-47.2%+10.3%-11.3%

Most recent "Between 1x and 2x" occurrences

Latest 12 trigger dates (first close after the condition turned on) and the realised Bitcoin return afterwards. "Pending" means the horizon has not elapsed yet.
Close dateBTC closeNext 1 weekNext 1 monthNext 3 months
17 Aug 2026$64,485+22.5%+18.1%pending
04 Aug 2026$64,056-0.8%+26.9%pending
14 Jul 2026$64,976+2.4%-2.4%+25.8%
09 Jul 2026$63,186+1.0%+2.7%+31.8%
04 Jul 2026$63,086+1.1%+0.6%+33.9%
11 Jun 2026$63,558-1.1%+0.3%+23.2%
07 Jun 2026$63,316+3.8%-0.0%+26.1%
03 Nov 2025$106,548-0.5%-12.3%-27.8%
30 Oct 2025$108,306-6.5%-16.1%-17.7%
22 Oct 2025$107,595+2.3%-20.9%-17.9%
17 Oct 2025$106,476+4.3%-11.5%-10.2%
07 Mar 2025$86,759-3.2%-9.7%+17.1%

Frequently asked questions

How are these Bitcoin returns calculated?

Every statistic uses Bitstamp BTC/USD daily closes since August 2011. A signal is recorded only on the first daily close after the condition turns on, not on every later close while it stays on. From that trigger date we take the close 7, 30 and 90 calendar days later and compute close-to-close percentage returns. Tables show the median because Bitcoin returns are right-skewed; the mean is on hover. Win rates are compared with the unconditional Bitcoin baseline over the same horizons.

Why are these statistics based on initial triggers only?

Trigger statistics record only the first daily close when a condition is met, rather than every consecutive close during an ongoing regime. This eliminates overlapping, auto-correlated observations that dilute signal clarity and provides clean, independent forward returns.

Is this trading advice?

No. These are descriptive historical statistics, not forecasts. Past behaviour of an indicator on Bitcoin does not guarantee future results, and sample sizes for rare signals are small.

Methodology

  • Data. Bitcoin (BTC/USD) daily closes from Bitstamp, 18 Aug 2011 to 01 Nov 2026 (5555 closes). One exchange, one series, no splicing.
  • Trigger evaluation. Evaluated strictly on the initial daily close when the signal condition turns active (the first close after being inactive). Consecutive ongoing closes are excluded to prevent signal dilution and sample clustering.
  • Forward return. For horizon h in {7, 30, 90} days: close[t + h] / close[t] - 1, both daily closes. Indicators use data up to and including close[t], so there is no lookahead.
  • Statistics. Tables show the median return because Bitcoin's return distribution is right-skewed; the mean is on hover (and in the detailed columns). Also published: occurrence count n, win rate (share of positive returns), and the unconditional Bitcoin baseline over the same horizon. Edge = median minus baseline median. Signals with fewer than 3 occurrences are omitted.
  • Caveats. Rare signals have small samples. External series start later than price (Fear & Greed 2018). Open interest and long/short ratios are excluded because no reliable multi-year history exists.
  • Refresh. Recomputed once per day after the 00:00 UTC close. Last computed 2 Nov 2026 00:10 UTC.